We think we study the real numbers but it seems we can't even have a system to express them. And indeed, that's not even a limitation of algebraic systems: any notation over a finite alphabet can only express a countable set of distinct objects which amounts to nothing when real numbers are concerned.
I'm not a finitist, but I do find it curious that we approach mathematics by inventing a more-than-infinite set of objects that's impossible to fully grasp. I don't see it as a bad thing though, I also love Complex Analysis and many people (and some mathematicians even) denounce them for being imaginary. My impression is that transcendental numbers are as imaginary as are imaginary numbers, it's just we don't notice. And they're obviously still useful as are the complex numbers.